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source:"econis"
subject:"Theorie"
~isPartOf:"Japan and the world economy : international journal of theory and policy"
~isPartOf:"Journal of econometrics"
~subject:"Exchange rate"
~subject:"Interest rate policy"
~subject:"Kointegration"
~subject:"Nonparametric statistics"
~subject:"Panel"
~subject:"Prognoseverfahren"
~subject:"Risikokapital"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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Theorie
Exchange rate
Interest rate policy
Kointegration
Nonparametric statistics
Panel
Prognoseverfahren
Risikokapital
United Kingdom
Estimation
526
Schätzung
521
Estimation theory
216
Schätztheorie
216
Theory
177
Time series analysis
117
Zeitreihenanalyse
117
Volatility
108
Volatilität
108
Nichtparametrisches Verfahren
106
Panel study
100
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83
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83
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USA
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Stochastic process
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Statistical test
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31
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29
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29
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374
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9
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Todorov, Viktor
9
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
7
Bollerslev, Tim
6
Gao, Jiti
5
Koop, Gary
5
Lu, Xun
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Callaway, Brantly
4
Ghysels, Eric
4
Hsiao, Cheng
4
Li, Kunpeng
4
Shin, Yongcheol
4
Wang, Wendun
4
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Botosaru, Irene
3
Cai, Zongwu
3
Chang, Tsangyao
3
Fan, Jianqing
3
Fernández-Val, Iván
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
Hoderlein, Stefan
3
Hu, Yingyao
3
Kim, Donggyu
3
Lamarche, Carlos
3
Lee, Lung-fei
3
Li, Jia
3
Pesaran, M. Hashem
3
Robinson, Peter M.
3
Sasaki, Yuya
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Sun, Yiguo
3
Tauchen, George Eugene
3
Vogt, Michael
3
Yu, Jihai
3
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Japan and the world economy : international journal of theory and policy
Journal of econometrics
Applied economics
688
Economic modelling
450
Applied economics letters
409
Economics letters
355
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
352
Journal of international money and finance
262
International review of economics & finance : IREF
261
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Energy economics
239
Journal of applied econometrics
219
Journal of banking & finance
210
Finance research letters
206
Applied financial economics
195
The empirical economics letters : a monthly international journal of economics
175
International journal of forecasting
174
Journal of macroeconomics
165
International journal of finance & economics : IJFE
163
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of empirical finance
156
International journal of economics and financial issues : IJEFI
151
International review of financial analysis
150
Journal of economic dynamics & control
139
Journal of financial economics
137
Journal of forecasting
132
International Journal of Energy Economics and Policy : IJEEP
131
International journal of economics and finance
129
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
126
The European journal of finance
125
The review of economics and statistics
125
Journal of international financial markets, institutions & money
114
Macroeconomic dynamics
114
Econometric reviews
113
European economic review : EER
112
Journal of monetary economics
112
Journal of money, credit and banking : JMCB
108
Journal of international economics
105
Oxford bulletin of economics and statistics
100
Cogent economics & finance
97
The economic journal : the journal of the Royal Economic Society
97
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
Botosaru, Irene
;
Muris, Chris
;
Pendakur, Krishna
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 576-597
Persistent link: https://www.econbiz.de/10014340641
Saved in:
3
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
4
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
5
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
Saved in:
6
Treatment effects in interactive fixed effects models with a small number of time periods
Callaway, Brantly
;
Karami, Sonia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 184-208
Persistent link: https://www.econbiz.de/10014340983
Saved in:
7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
8
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
9
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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